NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION

被引：0

作者：

Hahn, Jinyong ^{[1
]}

Liao, Zhipeng ^{[1
]}

机构：

[1] Univ Calif Los Angeles, Los Angeles, CA 90024 USA

来源：

ECONOMETRIC THEORY | 2018年 / 34卷 / 03期

关键词：

MOMENT RESTRICTIONS; EFFICIENCY BOUNDS; UNKNOWN FUNCTIONS; MODELS; FUNCTIONALS; REGRESSION;

D O I：

10.1017/S0266466617000093

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper investigates whether there can exist regular estimators in models characterized by nonparametric instrumental variable (NPIV). We show by a number of examples that regular estimation is impossible in general for nonlinear functionals.

引用

页码：574 / 597

页数：24

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